+52.5%
SOXX vs CHRW
-10.6%
+63.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | -13.7% | +4.9% | -18.6% | -14.2% |
| 30D | -23.6% | -4.8% | -18.8% | -23.2% |
| 3M | -16.9% | -13.1% | -3.7% | -15.5% |
| 6M | -2.4% | -16.3% | +13.9% | -1.0% |
| YTD | +49.8% | -15.8% | +65.6% | +34.9% |
| 1Y | +52.5% | -11.1% | +63.7% | +30.3% |
| All | +52.5% | -10.6% | +63.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling